Equity market: impact of macroeconomics variables on the stock market returns in Malaysia / Syahida Syafiqah Suhaimi

The researcher aims to answer the issue arise which is macroeconomic variables influence the stock market return. Therefore, the purpose of this research is to examine how the rnacroeconomic variable such as interest rate, exchange rate and inflation rate will impact the stock market return. Kuala L...

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Main Author:	Suhaimi, Syahida Syafiqah
Format:	Thesis
Language:	English
Published:	2021
Subjects:	Macroeconomics
Online Access:	https://ir.uitm.edu.my/id/eprint/105237/1/105237.pdf
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id	my-uitm-ir.105237
record_format	uketd_dc
spelling	my-uitm-ir.1052372024-11-30T23:10:38Z Equity market: impact of macroeconomics variables on the stock market returns in Malaysia / Syahida Syafiqah Suhaimi 2021 Suhaimi, Syahida Syafiqah Macroeconomics The researcher aims to answer the issue arise which is macroeconomic variables influence the stock market return. Therefore, the purpose of this research is to examine how the rnacroeconomic variable such as interest rate, exchange rate and inflation rate will impact the stock market return. Kuala Lumpur Composite Index (KLCI) being put as an indicator to the performance of the stock market return and Malaysia's economy. This span Of period starts from 1990 until 2020, a period of 30 years. Specifically, this study is to investigate how the stock market returns reacts towards the changing figure of this macroeconomic variables. The researcher wants to determine whether the independent variables have significant or insignificant relationship with the stock market return. The dependent variable used in this study is Kuala Lumpur Composite Index and the independent variable are interest rate, exchange rate and inflation rate. Thus, the researcher uses the econometric method which is Ordinary Least Square to test the collected data, specifically it is a multiple linear regression. The obtained data will be arranged similarly to the time series data before we regress the data in the EView. The finding of this research is only money supply (M3) is significant while the other two variables are not significant. This can be supported by the recommendation given such as using another alternate independent variable such as Industrial Production, short term interest rate and crude oil price. To conclude, the stock market return is influenced positively by interest rate thus negatively related to the exchange and inflation rate. 2021 Thesis https://ir.uitm.edu.my/id/eprint/105237/ https://ir.uitm.edu.my/id/eprint/105237/1/105237.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Zainal Abidin, Rabiatul Alawiyah
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Zainal Abidin, Rabiatul Alawiyah
topic	Macroeconomics
spellingShingle	Macroeconomics Suhaimi, Syahida Syafiqah Equity market: impact of macroeconomics variables on the stock market returns in Malaysia / Syahida Syafiqah Suhaimi
description	The researcher aims to answer the issue arise which is macroeconomic variables influence the stock market return. Therefore, the purpose of this research is to examine how the rnacroeconomic variable such as interest rate, exchange rate and inflation rate will impact the stock market return. Kuala Lumpur Composite Index (KLCI) being put as an indicator to the performance of the stock market return and Malaysia's economy. This span Of period starts from 1990 until 2020, a period of 30 years. Specifically, this study is to investigate how the stock market returns reacts towards the changing figure of this macroeconomic variables. The researcher wants to determine whether the independent variables have significant or insignificant relationship with the stock market return. The dependent variable used in this study is Kuala Lumpur Composite Index and the independent variable are interest rate, exchange rate and inflation rate. Thus, the researcher uses the econometric method which is Ordinary Least Square to test the collected data, specifically it is a multiple linear regression. The obtained data will be arranged similarly to the time series data before we regress the data in the EView. The finding of this research is only money supply (M3) is significant while the other two variables are not significant. This can be supported by the recommendation given such as using another alternate independent variable such as Industrial Production, short term interest rate and crude oil price. To conclude, the stock market return is influenced positively by interest rate thus negatively related to the exchange and inflation rate.
format	Thesis
qualification_level	Bachelor degree
author	Suhaimi, Syahida Syafiqah
author_facet	Suhaimi, Syahida Syafiqah
author_sort	Suhaimi, Syahida Syafiqah
title	Equity market: impact of macroeconomics variables on the stock market returns in Malaysia / Syahida Syafiqah Suhaimi
title_short	Equity market: impact of macroeconomics variables on the stock market returns in Malaysia / Syahida Syafiqah Suhaimi
title_full	Equity market: impact of macroeconomics variables on the stock market returns in Malaysia / Syahida Syafiqah Suhaimi
title_fullStr	Equity market: impact of macroeconomics variables on the stock market returns in Malaysia / Syahida Syafiqah Suhaimi
title_full_unstemmed	Equity market: impact of macroeconomics variables on the stock market returns in Malaysia / Syahida Syafiqah Suhaimi
title_sort	equity market: impact of macroeconomics variables on the stock market returns in malaysia / syahida syafiqah suhaimi
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Faculty of Business and Management
publishDate	2021
url	https://ir.uitm.edu.my/id/eprint/105237/1/105237.pdf
_version_	1818588142015348736

Equity market: impact of macroeconomics variables on the stock market returns in Malaysia / Syahida Syafiqah Suhaimi

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